JP Morgan Put 80 AAP 17.01.2025
/ DE000JL1D8F0
JP Morgan Put 80 AAP 17.01.2025/ DE000JL1D8F0 /
| 2024-05-24 9:02:50 AM |
Chg.+0.07 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
+4.67% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
80.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL1D8F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.48 |
| Parity: |
1.59 |
| Time value: |
0.01 |
| Break-even: |
64.00 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
3.23% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-3.01 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.77% |
| 1 Month |
|
|
+18.94% |
| 3 Months |
|
|
-32.91% |
| YTD |
|
|
-30.22% |
| 1 Year |
|
|
+58.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.30 |
| 1M High / 1M Low: |
1.57 |
1.24 |
| 6M High / 6M Low: |
2.87 |
0.94 |
| High (YTD): |
2024-02-27 |
2.34 |
| Low (YTD): |
2024-03-22 |
0.94 |
| 52W High: |
2023-10-24 |
3.12 |
| 52W Low: |
2024-03-22 |
0.94 |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.98 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
75.26% |
| Volatility 6M: |
|
76.43% |
| Volatility 1Y: |
|
106.26% |
| Volatility 3Y: |
|
- |
